Related papers: Distributed Algorithms for Learning and Cognitive …
We consider a sequential assortment selection problem where the user choice is given by a multinomial logit (MNL) choice model whose parameters are unknown. In each period, the learning agent observes a $d$-dimensional contextual…
Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…
We consider distributed channel access in multi-hop cognitive radio networks. Previous works on opportunistic channel access using multi-armed bandits (MAB) mainly focus on single-hop networks that assume complete conflicts among all…
This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing…
We consider the dynamic assortment optimization problem under the multinomial logit model (MNL) with unknown utility parameters. The main question investigated in this paper is model mis-specification under the $\varepsilon$-contamination…
Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…
We consider a multichannel random access system in which each user accesses a single channel at each time slot to communicate with an access point (AP). Users arrive to the system at random and be activated for a certain period of time…
Modern power systems integrate renewable distributed energy resources (DERs) as an environment-friendly enhancement to meet the ever-increasing demands. However, the inherent unreliability of renewable energy renders developing DER…
This paper proposes a distributionally robust approach to regret optimal control of discrete-time linear dynamical systems with quadratic costs subject to a stochastic additive disturbance on the state process. The underlying probability…
This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…
Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices.…
We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…
Optimising queries in real-world situations under imperfect conditions is still a problem that has not been fully solved. We consider finding the optimal order in which to execute a given set of selection operators under partial ignorance…
We study agents communicating over an underlying network by exchanging messages, in order to optimize their individual regret in a common nonstochastic multi-armed bandit problem. We derive regret minimization algorithms that guarantee for…
We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a…
We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…
Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…
The diffusion strategy for distributed learning from streaming data employs local stochastic gradient updates along with exchange of iterates over neighborhoods. In Part I [2] of this work we established that agents cluster around a network…
This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…
We take a systematic look at the problem of storing whole files in a cache with limited capacity in the context of optimistic learning, where the caching policy has access to a prediction oracle (provided by, e.g., a Neural Network). The…